Randomness for asset prices constrained by price limit regimes: a Malaysian case study

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Randomness for asset prices constrained by price limit regimes: a Malaysian case study

Empirical works testing randomness of stock prices are abundant. Such findings, however, can be challenged if time-series datasets examined are subjected to price limits, which, ex vi termini, enforce bounded movements. This article examines the random walk hypothesis for Malaysian equity marke...

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Bibliographic Details
Main Authors:	Sifat, Imtiaz Mohamma, Mohamad, Azhar
Format:	Article
Language:	English English
Published:	Portfolio Management Research 2019
Subjects:	HG Finance HG4001 Financial management. Business finance. Corporation finance.
Online Access:	http://irep.iium.edu.my/80164/ http://irep.iium.edu.my/80164/12/80164_Randomness%20for%20Asset%20Prices%20Constrained%20_article_new.pdf http://irep.iium.edu.my/80164/2/80164_Randomness%20for%20Asset%20Prices%20Constrained%20_wos.pdf

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